RBGLY vs. SGOV
RBGLY (Reckitt Benckiser Group plc) is a stock, while SGOV (iShares 0-3 Month Treasury Bond ETF) is Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. Over the past 5 years, RBGLY returned 1.72%/yr vs 3.67%/yr for SGOV. Their 0.01 correlation means their historical movements had little consistent relationship.
Performance
RBGLY vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, RBGLY achieves a -9.07% return, which is significantly lower than SGOV's 2.16% return.
RBGLY
- 1D
- 1.55%
- 1M
- 5.01%
- 6M
- -14.12%
- YTD
- -9.07%
- 1Y
- 0.91%
- 3Y*
- 3.89%
- 5Y*
- 1.72%
- 10Y*
- 0.06%
- ALL TIME*
- 6.23%
SGOV
- 1D
- 0.02%
- 1M
- 0.32%
- 6M
- 1.82%
- YTD
- 2.16%
- 1Y
- 3.85%
- 3Y*
- 4.63%
- 5Y*
- 3.67%
- 10Y*
- —
- ALL TIME*
- 2.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.16M | $7.05M | $9.77M | |
| $2.20B | $1.91B | $2.07B |
RBGLY vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
RBGLY Reckitt Benckiser Group plc | -9.07% | 40.48% | -8.32% | 0.50% | -17.22% | -0.65% | 6.36% |
SGOV iShares 0-3 Month Treasury Bond ETF | 2.16% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between RBGLY and SGOV is 0.13, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.13 |
Correlation (3Y) Balances recent behavior with more history. | 0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.01 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | 0.01 |
The correlation between RBGLY and SGOV shifts across timeframes, from 0.01 (5 years) to 0.13 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
RBGLY vs. SGOV — Risk / Return Rank
RBGLY
SGOV
RBGLY vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Reckitt Benckiser Group plc (RBGLY) and iShares 0-3 Month Treasury Bond ETF (SGOV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RBGLY | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -20.74 | ||
| Sortino ratioReturn per unit of downside risk | -380.01 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 380.49 | -379.46 |
| Calmar ratioReturn relative to maximum drawdown | 0.03 | 388.26 | -388.23 |
| Martin ratioReturn relative to average drawdown | 0.06 | 6,151.25 | -6,151.20 |
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Drawdowns
RBGLY vs. SGOV - Drawdown Comparison
The maximum RBGLY drawdown since its inception was -44.53%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for RBGLY and SGOV.
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Drawdown Indicators
| RBGLY | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.53% | -0.03% | -44.50% |
Max Drawdown (1Y)Largest decline over 1 year | -30.14% | -0.01% | -30.13% |
Max Drawdown (3Y)Largest decline over 3 years | -30.14% | -0.01% | -30.13% |
Max Drawdown (5Y)Largest decline over 5 years | -36.70% | -0.03% | -36.67% |
Max Drawdown (10Y)Largest decline over 10 years | -44.53% | — | — |
Current DrawdownCurrent decline from peak | -16.77% | 0.00% | -16.77% |
Average DrawdownAverage peak-to-trough decline | -13.46% | 0.00% | -13.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.63% | 0.00% | +15.63% |
Volatility
RBGLY vs. SGOV - Volatility Comparison
Reckitt Benckiser Group plc (RBGLY) has a higher volatility of 8.90% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.04%. This indicates that RBGLY's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RBGLY | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.90% | 0.04% | +8.86% |
Volatility (6M)Calculated over the trailing 6-month period | 20.34% | 0.13% | +20.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.93% | 0.19% | +22.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.99% | 0.24% | +23.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.38% | 0.23% | +24.15% |
Dividends
RBGLY vs. SGOV - Dividend Comparison
RBGLY's dividend yield for the trailing twelve months is around 8.32%, more than SGOV's 3.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RBGLY Reckitt Benckiser Group plc | 8.32% | 3.34% | 4.17% | 3.36% | 3.14% | 2.75% | 2.38% | 2.52% | 2.86% | 3.50% | 3.19% | 2.08% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.75% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RBGLY and SGOV have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RBGLY has higher volatility (8.90%) compared to SGOV (0.04%). In terms of maximum drawdown, RBGLY dropped -44.53% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.78 vs 0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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